Namespace MassiveDotNet.Rest.Models
Classes
- AdditionalUnderlying
An extra deliverable on an adjusted options contract, such as shares of a spun-off company or a cash amount, and how much of it.
- BalanceSheet
One company's balance sheet for one reporting period: what it owns, what it owes, and the equity left over, as of the period end date.
- Branding
The URLs of a company's logo and icon, as the ticker details report them.
- CashFlowStatement
One company's cash flow statement for one reporting period: the cash its operating, investing, and financing activities produced and consumed.
- CompanyAddress
A company's headquarters address, as the ticker details report it.
- Condition
A trade or quote condition code: its identifier, name, and type, the SIPs that carry it, and how it affects aggregates.
- ConditionUpdateRules
How a condition affects aggregates, for the consolidated tape and for a single market center.
- DailyOpenClose
The open, high, low, close, and volume for one ticker on one trading day, with its pre-market and after-hours prices.
- DisclosureTaxonomyEntry
One category in the disclosure taxonomy: its three levels, the taxonomy version that defines it, and a description.
- Dividend
A cash dividend distribution: its declaration, ex-dividend, record, and pay dates, the amount, and the factors that normalise historical prices for it.
- EightKDisclosure
One classified disclosure from an 8-K filing: the filer, the filing date, the three-level category, and the text that supports the classification.
- EightKText
The item text of one 8-K filing: the filer, the form type, the filing date, and the text of the items it reports.
- Exchange
An exchange, trade reporting facility, or SIP for any asset class, with its MIC codes and identifiers.
- Filing
One SEC filing from the v1 route: its accession number and form type, the dates that govern it, the entities that filed it, and where its files live.
- FilingCompany
The company behind a filing entity: its CIK, name, SIC code, and ticker.
- FilingEntity
A party to an SEC filing: the company and its relation to the filing.
- FilingFile
One file within an SEC filing: its identifier, name, sequence, size, type, and source.
- FilingFootnote
A footnote on an ownership filing: its identifier, as the filing's fields cite it, and its text.
- FilingIndexEntry
One entry in the SEC filing index: the filer, the form type, the filing date, and where the filing lives.
- FinancialDataPoint
One line item of a financial statement: its label, value, and unit, its place in the statement, and, when sources are requested, where it came from.
- FinancialRatios
The valuation, profitability, liquidity, and leverage ratios computed for one ticker on one date.
- FinancialReport
One set of financial statements for a company and period, derived from an SEC filing: the company, the fiscal period, the dates, the source filing, and the four statements.
- FinancialStatements
The four statements of a financial report, each a dictionary of data points keyed by the platform's field name.
- Form3Filing
One initial statement of beneficial ownership, form 3: the issuer, the reporting owner and their relationship to it, and the security held.
- Form4Filing
One statement of changes in beneficial ownership, form 4: the issuer, the reporting owner, the security, and the transaction reported.
- IncomeStatement
One company's income statement for one reporting period: the revenue it earned, the costs it incurred, and the earnings that remained.
- IndicatorSeries
One page of a technical indicator: the values computed for the page, and the aggregates they were computed from.
- IndicatorUnderlying
The aggregates a page of indicator values was computed from, and the aggregates request that produced them.
- Ipo
An initial public offering from the vX reference route: the issuer, the security, its status, the offer's price and size, and the dates that mark it.
- IpoV1
An initial public offering from the v1 reference route: the same offering as Ipo, with its dates as epoch integers and its share counts as integers.
- MacdSeries
One page of the MACD indicator: the values computed for the page, and the aggregates they were computed from.
- MarketHoliday
An upcoming market holiday or early close for one exchange.
- MarketStatus
The trading status of the markets right now: the overall state, each exchange's, the currency markets', and the index groups', with the server's own clock.
- MarketStatusCurrencies
The status of the currency markets in a market status: forex and crypto.
- MarketStatusExchanges
The status of each US equities venue in a market status: NYSE, Nasdaq, and OTC.
- MarketStatusIndexGroups
The status of each index provider's group in a market status.
- NewsArticle
A news article associated with one or more tickers, with its publisher and per-ticker sentiment insights.
- NewsInsight
Sentiment attributed to one ticker mentioned in a news article, with the reasoning behind it.
- NewsPublisher
The outlet that published a news article: its name, homepage, and branding assets.
- OptionsContract
An options contract's terms: its ticker and underlying, whether it is a call or a put, its style, expiration, strike, and share count, and any additional underlyings from a corporate action.
- ReferenceDividend
A cash dividend from the v3 reference route: the ticker, the four dates that govern it, the amount, its type, and how often it pays.
- ReferenceSplit
A stock split from the v3 reference route: the ticker, the execution date, and the ratio.
- RelatedCompany
A company related to the one queried, by news and returns; only its ticker is reported.
- RiskFactor
One classified risk factor from a filing: the filer, the filing date, the three-level category, and the text that supports the classification.
- RiskFactorTaxonomyEntry
One category in the risk-factor taxonomy: its three levels, the taxonomy version that defines it, and a description.
- ShareFloat
The free float of one stock as of a date: the shares available to trade and their share of the total outstanding.
- ShortInterest
A short interest report for one stock on one settlement date: the shares held short, the average daily volume, and the days to cover.
- ShortVolume
A day's short sale volume for one stock: the totals, the ratio, and the count at each reporting venue.
- SipMapping
The code each securities information processor uses for one condition; a SIP that does not carry the condition is null.
- Split
A stock split or similar share-count change: the ticker, the execution date, the ratio, and the factor that normalises historical prices for it.
- StockExchange
An exchange or trade reporting facility that US stocks trade on, with its MIC codes and identifiers.
- TenKSection
One standardized section of a 10-K filing: the filer, the filing and period-end dates, the section identifier, and its text.
- ThirteenFHolding
One holding reported on a 13-F filing: the filer, the security, the amount and value held, and the voting authority over it.
- TickerChange
The symbol an asset took on in a ticker change event.
- TickerDetails
Everything the platform knows about one ticker: its identity, the company's profile and address, its branding, and its share counts.
- TickerEvent
One event in an asset's history: the date it took place and, for a ticker change, the symbol it changed to.
- TickerEvents
The history of one asset's identifiers: its current name and the events, such as ticker changes, that led to it.
- TickerSnapshot
The current state of one ticker: today's and the previous day's bars, the latest minute bar, the last quote and trade, and today's change.
- TickerSummary
One row of the ticker list: the symbol, its name, market, locale, and primary exchange, and the identifiers that tie it to other reference data.
- TickerType
One ticker type the platform recognises: its code, a description, and the asset class and locale it applies to.
- UpdateRule
Whether a trade carrying a condition updates an aggregate's high and low, open and close, and volume.
Structs
- Agg
A single aggregate bar: open, high, low, close, and volume for one time window.
- DevTrade
One trade from the in-development stocks trades feed: the v3 shape with the ticker on every row and an integer size with a separate fraction in place of the decimal string.
- GroupedDailyBar
One ticker's bar from the grouped daily endpoint: open, high, low, close, and volume for a whole trading day, with the ticker it belongs to.
- HistoricQuote
One NBBO quote from the deprecated v2 historic ticks endpoint. Prefer Quote, which the v3 endpoint returns.
- HistoricTrade
One trade from the deprecated v2 historic ticks endpoint. Prefer Trade, which the v3 endpoint returns.
- IndicatorValue
One point of a technical indicator series: the value, and the timestamp of the last aggregate that produced it.
- LastQuote
The most recent NBBO quote for a ticker: bid and ask price, size, and exchange, with three nanosecond timestamps.
- LastTrade
The most recent trade for a ticker: price, size, exchange, conditions, and three nanosecond timestamps.
- MacdValue
One point of a MACD series: the MACD line, its signal line, the histogram between them, and the timestamp of the last aggregate that produced them.
- PreviousCloseBar
The previous trading day's bar for one ticker: open, high, low, close, and volume.
- Quote
One NBBO quote from the v3 quotes feed: bid and ask price, size, and exchange, with conditions, indicators, and three nanosecond timestamps.
- SnapshotDay
The current trading day's bar inside a snapshot: open, high, low, close, volume, and the day's volume including fractional shares.
- SnapshotLastQuote
The most recent NBBO quote inside a snapshot: bid and ask price and size, with the SIP timestamp.
- SnapshotLastTrade
The most recent trade inside a snapshot: price, size, exchange, conditions, and the SIP timestamp.
- SnapshotMinute
The most recent minute bar inside a snapshot, with the day's accumulated volume so far.
- SnapshotPreviousDay
The previous trading day's bar inside a snapshot: open, high, low, close, and volume.
- Trade
One trade from the v3 trades feed: price, size, exchange, conditions, and three nanosecond timestamps.